CLUSTER ROBUST VARIANCE ESTIMATION

My friend James and I have been working on developing small-sample methods for improved testing using CRVE. Applications of CRVE are found in econometrics, survey sampling, and GEE.

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Publications:

Pustejovsky, J. & Tipton, E. (2018) Small sample methods for cluster-robust variance estimation and hypothesis testing in fixed effects models. Journal of Business and Economic Statistics, 36(4): 672-683.

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Tipton, E. & Pustejovsky, J. (2015) Small-sample adjustments to multivariate hypothesis tests in robust variance estimation in meta-regression. Journal of Educational and Behavioral Statistics, 40(6): 604-634.  

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Software:

clubSandwich (for R)

reg_sandwich (for Stata)

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